Mitigating the effect of measurement errors in quantile estimation

E. Schechtman; C. Spiegelman

doi:10.1016/j.spl.2006.08.026

Mitigating the effect of measurement errors in quantile estimation

E. Schechtman, C. Spiegelman

Department of Industrial Engineering and Management

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

Quantiles are frequently used as descriptive measures. When data contains measurement errors, using the contaminated data to estimate the quantiles results in biased estimates. In this paper, we suggest two methods for reducing the effect of measurement errors on the quantile estimates and compare them, via an extensive simulation study, to the estimates obtained by the naive method, that is: by the estimates obtained from the observed (contaminated) data. The method we recommend is based on a method in a paper by Cook and Stefanski. However, we suggest using a combination of bootstrap and jackknifing to replace their extrapolation step.

Original language	English
Pages (from-to)	514-524
Number of pages	11
Journal	Statistics and Probability Letters
Volume	77
Issue number	5
DOIs	https://doi.org/10.1016/j.spl.2006.08.026
State	Published - 1 Mar 2007

Keywords

Bootstrap
Jackknife
Percentiles

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2006.08.026

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AB - Quantiles are frequently used as descriptive measures. When data contains measurement errors, using the contaminated data to estimate the quantiles results in biased estimates. In this paper, we suggest two methods for reducing the effect of measurement errors on the quantile estimates and compare them, via an extensive simulation study, to the estimates obtained by the naive method, that is: by the estimates obtained from the observed (contaminated) data. The method we recommend is based on a method in a paper by Cook and Stefanski. However, we suggest using a combination of bootstrap and jackknifing to replace their extrapolation step.

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KW - Percentiles

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Mitigating the effect of measurement errors in quantile estimation

Abstract

Keywords

ASJC Scopus subject areas

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